OMB Individually Reported
Moody’s Stress Test Modeling
High riskExact public inventory row
Description
Simulates economic scenarios to assess credit union financial resilience
Detailed example
Projected income statements and balance sheets over 13 quarters
AI / analytics pattern
Classical/Predictive Machine Learning: Models trained on data to make predictions or classifications based on identified patterns or relationships.
Automation level / stage
c) Deployed – The use case is being actively authorized or utilized to support the functions or mission of an agency.
Expected benefit
Enables NCUA to evaluate capital adequacy and risk exposure under stress scenarios
Controls / human review
ATO: Not reported; PIA: Not published
Data needed
Federal Reserve CCAR scenarios, credit union account-level data